Goldman Sachs Call 12.5 FTE 21.06.../  DE000GG76H40  /

EUWAX
2024-05-29  9:54:26 AM Chg.- Bid9:34:18 AM Ask9:34:18 AM Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 10,000
0.051
Ask Size: 10,000
ORANGE INH. ... 12.50 EUR 2024-06-21 Call
 

Master data

WKN: GG76H4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 12.50 EUR
Maturity: 2024-06-21
Issue date: 2024-05-02
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 207.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.13
Parity: -1.91
Time value: 0.05
Break-even: 12.55
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 15.62
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.09
Theta: 0.00
Omega: 19.14
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -